macro-regime-detector

Market regime analysis identifies structural shifts in financial markets over a 1-2 year horizon. It uses monthly cross-asset ratio analysis across six weighted components, including yield curve and credit conditions, to detect transitions between states like Broadening or Contraction.

To detect macro regime transitions, you analyze six weighted indicators like market concentration, size factor, and sector rotation. This cross-asset macro analysis identifies shifts into Concentration, Inflationary, or Transitional states to guide long-term portfolio allocation changes.

Yes, you need an FMP API key. The macro regime detector requires this key for data fetching to perform monthly cross-asset ratio analysis and evaluate the six weighted components that determine the current economic cycle phase.

No, this market regime detector is designed for long-term structural shifts over a 1-2 year horizon. It moves beyond short-term noise to provide strategic portfolio positioning by identifying transitions between five key macro regimes using monthly data.

The transition from Concentration to a Broadening rally is distinguished by six weighted components: market concentration, yield curve, credit conditions, size factor, equity-bond relationship, and sector rotation. These cross-asset indicators reveal the structural shift in market breadth.